Sentences with phrase «downside tail risk»
«Markets are not priced appropriately for the downside tail risk of a possible «no» verdict,» she said with marvellous understatement.
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The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.
The Cambria Tail Risk ETF seeks to mitigate significant downside market rRisk ETF seeks to mitigate significant downside market riskrisk.
We define them as those who responded «Agree» or «Strongly Agree» to three questions: «Risk management is an integral part of our investment process and actively addressed on a systematic, ongoing basis», «My organization has a strong risk management culture», and «I am confident that our portfolio has appropriate downside protection for the next tail event.&raRisk management is an integral part of our investment process and actively addressed on a systematic, ongoing basis», «My organization has a strong risk management culture», and «I am confident that our portfolio has appropriate downside protection for the next tail event.&rarisk management culture», and «I am confident that our portfolio has appropriate downside protection for the next tail event.»
Risk is measured by calculating the average of relative volatility, relative Value at Risk (VaR), relative Estimated Tail Loss (ETL) and relative stressed downside capture.
The idea of finding assets that offer a large upside while minimizing the downside risk is embedded in said mantra: «Heads, I win; tails, I don't lose much.»
The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.
2) Participate in investment opportunities that have minimal downside risk but high upside potential: «Heads, I win; Tails, I don't lose much.»